Advanced mode and Settings belong to the Legacy version of Indexhibit only.
To Enable/disable formats and plugins click the Admin link and then the Formats or Plugin tabs.
FTP issues are not related to Indexhibit - try FileZilla or if you're after a code editor as well then try Coda.

To have clickable exhibits but non clickable section exhibits simply edit the section exhibit and set Publish to Off

Very well, thank you for clickable issues.
But I could not understand 'Legacy version'of Indexhibit?
I have v2.0.1 version of Indexhibit.
I will try Filezilla, if I find on the net, free download or etc.

Legacy version is the version of indexhibit prior to Version 2 (which is what you have)
Advanced mode and Settings were things found in these -Legacy- versions of Indexhibit.
Advanced mode and Settings do not exist as such because they're incorporated in Version 2 in different ways and places. Try the Admin link on the top right...